Pathfinder questions

Been using Illustrator for awhile but not in any real depth so forgive me if these are "well duhhhhhhhh" questions.
I am still "trying" CS5 moving up from CS3.  And I've noticed the Pathfinder panel in 5 seems to work just the opposite to the way it works in 3.
If I join two objects in CS3 using the add button, it allows me to access the individual objects using the direct select tool.  If I use the alt-add combination, however, they are one big object with a single outline path.
In CS5 if I join two objects using the "unite" button (same button as add in CS3, different name) they become one big object with a single outline path.  Using the alt-unite combination, however, makes each component individually selectable and movable.
WT..er..ah..heck.  When did it change?  And dare I ask why?
Now that is just a little side issue that came up when trying to figure this one out.
If I "unite" objects using the alt-unite combination in CS5 (components individually selectable), then I cannot go on to unite another object to the previously united object unless I use the alt combination and if I try to do something else, like intersect, it will give me the filter produced no results, must select overlapping paths error.
So...is this by design or am I screwing something up?
And lastly...does anybody else miss the good old days when you got a real, honest to goodness, manual with your computer and or software?  ;^)

Thanks.
I am still trying to understand the second part of my question.  Which is really trying to understand the generic operation of pathfinder with and without option/alt selected. 
If I build an object from 2 objects using option/alt in CS5 and then try to add another object without the option key it will not group the new addition with the object created from the first 2.  If I option/alt add it does.   Then if I try to do something else like exclude, I get a message:  "The filter produced no results, select two overlapping paths"
This may be clearer
Make a square.  Make a circle. Make a polygon.  Overlap circle and square.  option/alt unite.  overap poly on the result.  unite.  --- No effect
VS.
Make a square.  Make a circle. Make a polygon.  Overlap circle and square.  option/alt unite.  overap poly on the result.  option/alt unite.  --- They unite/group and all remain individually selectable.
next...  Make another shape (I did a star with 1.5 and .25 radii) and put in front of the new group created above.  Then select new group - copy, paste in front.  Shift select star and exclude or option/alt exclude.  Error message ""The filter produced no results, select two overlapping paths" happens.
So, what I am thinking is that with no option/alt the shape mode buttons create a closed shape (object) as if you created its outline with the pen tool.  With option/alt selected they simply "relate" two seperate shapes in the way selected on the pathfinder panel and do not create a closed shape.  Hence the error message.   So, while they may give the same appearance down the road they give different results.
Ahh, you did answer the 2nd part of my question....option/alt applies operation as an effect. Duhuh!  Ok, now I get it.  Had to work through it.

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